Pages that link to "Item:Q628848"
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The following pages link to Diffusion approximations of the geometric Markov renewal processes and option price formulas (Q628848):
Displaying 3 items.
- Diffusion approximation in past dependent models and applications to option pricing (Q811003) (← links)
- Discrete-Time Semi-Markov Random Evolutions and their Applications (Q4915656) (← links)
- Normal Deviation and Poisson Approximation of a Security Market by the Geometric Markov Renewal Processes (Q4929202) (← links)